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isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~isPartOf:"Applied economics"
~person:"Ehrhardt, Matthias"
~person:"Eifert, Márton"
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Search: subject_exact:"CDS (Credit Default Swap)"
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Credit derivative
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Kreditrisiko
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Archimedean copulas
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basket credit default swaps
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Ehrhardt, Matthias
Eifert, Márton
Hammoudeh, Shawkat
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The journal of credit risk : published quarterly by Incisive Media
Applied economics
Decisions in economics and finance : a journal of applied mathematics
1
International journal of theoretical and applied finance
1
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ECONIS (ZBW)
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Elliptical and archimedean copula models : an application to the price estimation of portfolio credit derivatives
Umeorah, Nneka
;
Mashele, Phillip
;
Ehrhardt, Matthias
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012519958
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2
Time series models for credit default swap premiums
Eifert, Márton
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
3
,
pp. 21-44
Persistent link: https://www.econbiz.de/10011380101
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